C# Quantitative Developer - Contract - Derivatives - London
A Tier 1 Investment Bank is seeking a C# Quantitative Developer to join their London team which is responsible for the development of models, pricing tools and system integration of all flow and exotic models. The successful candidate will help develop new products that support the trading and risk functions of several different desks, and develop on their new trading and pricing frontend.
- Develop on the pricing system and facilitate traders to meet regulatory requirements
- Communicate with the traders and quants to discuss about requirements
- Ensure appropriate and effective documentation is maintained at all times
Key skills and experience:-
- Extensive C# development skills in a front office environment
- Have a good understanding on the details of derivative contract terms or derivative pricing model
- Good experience in ability to turn requirements into concrete changes
- Involvement in VBA / Excel pricing sheets development
- Understanding of booking system
- A background in database development (preferably MS SQLServer).
For more information apply with an updated CV today!